Elaine Loh

Personal Details

First Name:	Elaine
Middle Name:
Last Name:	Loh
Suffix:
RePEc Short-ID:	plo124
	[This author has chosen not to make the email address public] The above email address does not seem to be valid anymore. Please ask Elaine Loh to update the entry or send us the correct address or status for this person. Thank you.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Elaine Loh, 2004. "Technical Trading Rules and Market Efficiency: Evidence from the Australian Stock Exchange 1980-2002," Economics Discussion / Working Papers 04-14, The University of Western Australia, Department of Economics.

   Cited by:

   1. Stefanescu, Răzvan & Dumitriu, Ramona, 2015. "Buy and sell signals on Bucharest Stock Exchange," MPRA Paper 89014, University Library of Munich, Germany, revised 05 Jan 2016.

Articles

1. Elaine Y. L. Loh, 2007. "An alternative test for weak form efficiency based on technical analysis," Applied Financial Economics, Taylor & Francis Journals, vol. 17(12), pages 1003-1012.

   Cited by:

   1. Yi-Jang Yu, 2015. "Short-term Technical Predictive Ability in the Taipei Stock Market," Research in World Economy, Research in World Economy, Sciedu Press, vol. 6(2), pages 50-61, June.
   2. Panha Heng & Scott J. Niblock, 2014. "Trading with Tigers: A Technical Analysis of Southeast Asian Stock Index Futures," International Economic Journal, Taylor & Francis Journals, vol. 28(4), pages 679-692, December.
   3. Ansari Saleh Ahmar, 2017. "Sutte Indicator: A Technical Indicator in Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 223-226.
   4. Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu, 2015. "MA trading rules, herding behaviors, and stock market overreaction," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 253-265.
   5. Huang, Paoyu & Ni, Yensen, 2017. "Board structure and stock price informativeness in terms of moving average rules," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 161-169.
   6. Mohammed Bouasabah & Oshamah Ibrahim Khalaf, 2023. "A Technical Indicator for a Short-term Trading Decision in the NASDAQ Market," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(3), pages 1-13, September.
   7. Yen-Sen Ni & Jen-Tsai Lee & Yi-Ching Liao, 2013. "Do variable length moving average trading rules matter during a financial crisis period?," Applied Economics Letters, Taylor & Francis Journals, vol. 20(2), pages 135-141, February.
   8. Ansari Saleh Ahmar & Abdul Rahman & Andi Nurani Mangkawani Arifin & Alfatih Abqary Ahmar, 2017. "Predicting movement of stock of “Y” using Sutte Indicator," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1347123-134, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Elaine Loh should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.